Asymptotic properties of stationary point processes with generalized clusters
โ Scribed by D. J. Daley
- Publisher
- Springer
- Year
- 1972
- Tongue
- English
- Weight
- 525 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let \(\left\{X_{t} ; t \in \mathbb{Z}\right\}\) be a strictly stationary process with mean zero and autovariance function (a.c.v.f.) \(\gamma_{x}, v \in \mathbb{Z}\). Let \(\hat{\gamma}_{v}=n^{-1} \sum_{t=1}^{n-\mid v_{i}} X_{1} X_{r+|x|}\) be the serial covariance of order \(v\) computed from a sam
The "splitting techniques" for MARKOV chains developed by NUMMELIN (197th) :tnd QTHREYA and NET (1978 b) are used to derive an imbedded renewal process in WOLD'S point process with MARKov-correlated intervals. This leads to a simple proof of renewal theorems for snch processes. I n particular, a key